|
| 1 | +{ |
| 2 | + "cells": [ |
| 3 | + { |
| 4 | + "cell_type": "markdown", |
| 5 | + "id": "73bd968b-d970-4a05-94ef-4e7abf990827", |
| 6 | + "metadata": {}, |
| 7 | + "source": [ |
| 8 | + "Chapter 14\n", |
| 9 | + "\n", |
| 10 | + "# 矩阵平方根\n", |
| 11 | + "Book_4《矩阵力量》 | 鸢尾花书:从加减乘除到机器学习 (第二版)" |
| 12 | + ] |
| 13 | + }, |
| 14 | + { |
| 15 | + "cell_type": "markdown", |
| 16 | + "id": "c263fc95-881a-49fb-9c6c-a25508996623", |
| 17 | + "metadata": {}, |
| 18 | + "source": [ |
| 19 | + "该代码的主要任务是通过矩阵分解和重构方法,基于给定的矩阵$A$,验证矩阵重构的正确性。具体流程如下:\n", |
| 20 | + "\n", |
| 21 | + "1. **定义矩阵$A$**: \n", |
| 22 | + " 代码首先创建了一个$2 \\times 2$矩阵 $A = \\begin{bmatrix} 1.25 & -0.75 \\\\ -0.75 & 1.25 \\end{bmatrix}$。矩阵 $A$ 是一个对称矩阵,因此可以进行特征值分解。\n", |
| 23 | + "\n", |
| 24 | + "2. **计算特征值和特征向量**: \n", |
| 25 | + " 代码使用 `np.linalg.eig` 函数对矩阵 $A$ 进行特征值分解,计算出$A$的特征值(存储在 $LAMBDA$ 中)和特征向量(存储在 $V$ 中),满足以下分解公式:\n", |
| 26 | + " $$\n", |
| 27 | + " A = V \\Lambda V^{-1}\n", |
| 28 | + " $$\n", |
| 29 | + " 其中,$\\Lambda$ 是一个包含特征值的对角矩阵,$V$ 是由特征向量组成的矩阵。\n", |
| 30 | + "\n", |
| 31 | + "3. **构建矩阵$B$**: \n", |
| 32 | + " 接下来,代码构建了一个新的矩阵 $B$。它的计算公式为:\n", |
| 33 | + " $$\n", |
| 34 | + " B = V \\sqrt{\\Lambda} V^{-1}\n", |
| 35 | + " $$\n", |
| 36 | + " 其中,$\\sqrt{\\Lambda}$ 是对角矩阵,其对角元素是 $\\Lambda$ 的平方根。也就是说,$B$ 是通过将 $A$ 的特征值取平方根后重新组合得到的矩阵。\n", |
| 37 | + "\n", |
| 38 | + "4. **重构矩阵$A$并验证结果**: \n", |
| 39 | + " 最后,通过矩阵 $B$ 构造了一个新矩阵 $A_{reproduced}$,其计算公式为:\n", |
| 40 | + " $$\n", |
| 41 | + " A_{reproduced} = B B^T\n", |
| 42 | + " $$\n", |
| 43 | + " 这是利用矩阵 $B$ 重构 $A$ 的过程。对称矩阵 $A$ 的特征值平方根分解使得 $B B^T$ 应等于原始矩阵 $A$。因此,通过打印 $A_{reproduced}$,可以验证 $B B^T$ 是否等于 $A$,从而确认重构的正确性。" |
| 44 | + ] |
| 45 | + }, |
| 46 | + { |
| 47 | + "cell_type": "code", |
| 48 | + "execution_count": 1, |
| 49 | + "id": "2759881c-9e2a-4e4d-a79c-1617f2a4be4f", |
| 50 | + "metadata": {}, |
| 51 | + "outputs": [], |
| 52 | + "source": [ |
| 53 | + "import numpy as np # 导入NumPy库" |
| 54 | + ] |
| 55 | + }, |
| 56 | + { |
| 57 | + "cell_type": "markdown", |
| 58 | + "id": "a685835a-bcda-40f8-ac57-ff3738c0209f", |
| 59 | + "metadata": {}, |
| 60 | + "source": [ |
| 61 | + "## 初始化矩阵A" |
| 62 | + ] |
| 63 | + }, |
| 64 | + { |
| 65 | + "cell_type": "code", |
| 66 | + "execution_count": 2, |
| 67 | + "id": "a6e9a15c-1d77-4a95-a13c-1c825598e8be", |
| 68 | + "metadata": {}, |
| 69 | + "outputs": [], |
| 70 | + "source": [ |
| 71 | + "A = np.matrix([[1.25, -0.75], # 定义矩阵A\n", |
| 72 | + " [-0.75, 1.25]]) # 矩阵的元素" |
| 73 | + ] |
| 74 | + }, |
| 75 | + { |
| 76 | + "cell_type": "markdown", |
| 77 | + "id": "55297e89-757e-4136-a0af-4763d1db3e56", |
| 78 | + "metadata": {}, |
| 79 | + "source": [ |
| 80 | + "## 计算特征值和特征向量" |
| 81 | + ] |
| 82 | + }, |
| 83 | + { |
| 84 | + "cell_type": "code", |
| 85 | + "execution_count": 3, |
| 86 | + "id": "998fa920-5e90-408f-8b70-dd3633c870e9", |
| 87 | + "metadata": {}, |
| 88 | + "outputs": [], |
| 89 | + "source": [ |
| 90 | + "LAMBDA, V = np.linalg.eig(A) # 计算矩阵A的特征值(LAMBDA)和特征向量(V)" |
| 91 | + ] |
| 92 | + }, |
| 93 | + { |
| 94 | + "cell_type": "code", |
| 95 | + "execution_count": 4, |
| 96 | + "id": "ce8e4f8c-19a0-4392-b1ef-e794dcc5f187", |
| 97 | + "metadata": {}, |
| 98 | + "outputs": [ |
| 99 | + { |
| 100 | + "data": { |
| 101 | + "text/plain": [ |
| 102 | + "array([2. , 0.5])" |
| 103 | + ] |
| 104 | + }, |
| 105 | + "execution_count": 4, |
| 106 | + "metadata": {}, |
| 107 | + "output_type": "execute_result" |
| 108 | + } |
| 109 | + ], |
| 110 | + "source": [ |
| 111 | + "LAMBDA" |
| 112 | + ] |
| 113 | + }, |
| 114 | + { |
| 115 | + "cell_type": "code", |
| 116 | + "execution_count": 5, |
| 117 | + "id": "13196da8-54c0-44bb-ac29-6cf7c6fec408", |
| 118 | + "metadata": {}, |
| 119 | + "outputs": [ |
| 120 | + { |
| 121 | + "data": { |
| 122 | + "text/plain": [ |
| 123 | + "matrix([[ 0.70710678, 0.70710678],\n", |
| 124 | + " [-0.70710678, 0.70710678]])" |
| 125 | + ] |
| 126 | + }, |
| 127 | + "execution_count": 5, |
| 128 | + "metadata": {}, |
| 129 | + "output_type": "execute_result" |
| 130 | + } |
| 131 | + ], |
| 132 | + "source": [ |
| 133 | + "V" |
| 134 | + ] |
| 135 | + }, |
| 136 | + { |
| 137 | + "cell_type": "markdown", |
| 138 | + "id": "c6bb1a72-57de-4ae9-a2e2-599db3122538", |
| 139 | + "metadata": {}, |
| 140 | + "source": [ |
| 141 | + "## 构建矩阵B" |
| 142 | + ] |
| 143 | + }, |
| 144 | + { |
| 145 | + "cell_type": "code", |
| 146 | + "execution_count": 6, |
| 147 | + "id": "cb92d4fe-8443-473f-a61c-378630468024", |
| 148 | + "metadata": {}, |
| 149 | + "outputs": [], |
| 150 | + "source": [ |
| 151 | + "B = V @ np.diag(np.sqrt(LAMBDA)) @ np.linalg.inv(V) # 根据特征值和特征向量构建矩阵B" |
| 152 | + ] |
| 153 | + }, |
| 154 | + { |
| 155 | + "cell_type": "code", |
| 156 | + "execution_count": 7, |
| 157 | + "id": "da0f2576-d262-41cd-8324-208cf3df1c82", |
| 158 | + "metadata": {}, |
| 159 | + "outputs": [ |
| 160 | + { |
| 161 | + "data": { |
| 162 | + "text/plain": [ |
| 163 | + "matrix([[ 1.06066017, -0.35355339],\n", |
| 164 | + " [-0.35355339, 1.06066017]])" |
| 165 | + ] |
| 166 | + }, |
| 167 | + "execution_count": 7, |
| 168 | + "metadata": {}, |
| 169 | + "output_type": "execute_result" |
| 170 | + } |
| 171 | + ], |
| 172 | + "source": [ |
| 173 | + "B" |
| 174 | + ] |
| 175 | + }, |
| 176 | + { |
| 177 | + "cell_type": "markdown", |
| 178 | + "id": "d70a4893-0524-47aa-91ad-4ad9863a5c89", |
| 179 | + "metadata": {}, |
| 180 | + "source": [ |
| 181 | + "## 重构矩阵A并打印" |
| 182 | + ] |
| 183 | + }, |
| 184 | + { |
| 185 | + "cell_type": "code", |
| 186 | + "execution_count": 8, |
| 187 | + "id": "d07c6472-787a-44c2-9d20-99e4d070826a", |
| 188 | + "metadata": {}, |
| 189 | + "outputs": [ |
| 190 | + { |
| 191 | + "name": "stdout", |
| 192 | + "output_type": "stream", |
| 193 | + "text": [ |
| 194 | + "[[ 1.25 -0.75]\n", |
| 195 | + " [-0.75 1.25]]\n" |
| 196 | + ] |
| 197 | + } |
| 198 | + ], |
| 199 | + "source": [ |
| 200 | + "A_reproduced = B @ B.T # 通过矩阵B的转置乘积重构矩阵A\n", |
| 201 | + "print(A_reproduced) # 输出重构后的矩阵A" |
| 202 | + ] |
| 203 | + }, |
| 204 | + { |
| 205 | + "cell_type": "code", |
| 206 | + "execution_count": null, |
| 207 | + "id": "85a80909-2aac-49ed-bb7a-f8cc6b80ee7d", |
| 208 | + "metadata": {}, |
| 209 | + "outputs": [], |
| 210 | + "source": [] |
| 211 | + }, |
| 212 | + { |
| 213 | + "cell_type": "code", |
| 214 | + "execution_count": null, |
| 215 | + "id": "ecd322f4-f919-4be2-adc3-69d28ef25e69", |
| 216 | + "metadata": {}, |
| 217 | + "outputs": [], |
| 218 | + "source": [] |
| 219 | + } |
| 220 | + ], |
| 221 | + "metadata": { |
| 222 | + "kernelspec": { |
| 223 | + "display_name": "Python 3 (ipykernel)", |
| 224 | + "language": "python", |
| 225 | + "name": "python3" |
| 226 | + }, |
| 227 | + "language_info": { |
| 228 | + "codemirror_mode": { |
| 229 | + "name": "ipython", |
| 230 | + "version": 3 |
| 231 | + }, |
| 232 | + "file_extension": ".py", |
| 233 | + "mimetype": "text/x-python", |
| 234 | + "name": "python", |
| 235 | + "nbconvert_exporter": "python", |
| 236 | + "pygments_lexer": "ipython3", |
| 237 | + "version": "3.12.7" |
| 238 | + } |
| 239 | + }, |
| 240 | + "nbformat": 4, |
| 241 | + "nbformat_minor": 5 |
| 242 | +} |
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